A Depression Coping Questionnaire (DCQ) was devised to compare strategies for coping with depression reported by male and female college students. Discriminant analysis showed that females were significantly more likely than males to report crying, eating, smoking cigarettes, becoming irritable, and confronting their feelings when depressed. Males were significantly more likely than females to report becoming aggressive and engaging in sexual behavior when depressed. Discriminant analysis data from students in Massachusetts showed significant cross-validation with discriminant analysis data from students in California. Comparison of depressed males and females indicated that depressed males reported behaviors of withdrawal such as spending time alone and using stimulating and tranquilizing drugs. Depressed females reported self-blame. Significant multiple correlations between DCQ questions and depression scores on the Beck Depression Inventory (BDI) showed that high BDI scores were associated with isolation and escape in males, and with self-blame and acting out in females. It is concluded that depressed females might benefit most from alleviation of self-blame and adaptive relabeling of depressive symptoms, and depressed males might benefit most from increased self-awareness and active coping.